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--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Dimitris,
>
> Friday, March 19, 2004, 5:14:45 PM, you wrote:
>
> DT> Yuki,
> DT> As you see, the Sharpe Ratio is much better for the Long
> DT> side and this is the reason for the final
> DT> 2.27 .
> DT> All trades Long
trades Short trades
> DT> Sharpe Ratio of trades 2.27
5.99 0.73
> DT> K-Ratio 0.64
0.76 0.02
> DT> The All trades result is not a safe criterion for the situation.
> DT> Dimitris Tsokakis
>
> I'm not surprised, DT.
We just saw the last short get burned, and the long that followed it
is doing just fine.
Yuki,
I think you are not using the right code, we are LONG since Feb6,
2004. Look in the above message the Formula[right click, save as...]
or the most recent formula in your private mail. The harmonics[25-56]
is the optimal solution since Oct27, 2003[Inspection Point 7],
continuously till now
>Of course, it's a very
> short track record for this timing model. Maybe in a couple more
> years the numbers won't be *that* far apart. But I'm sure longs
will
> continue to hold an advantage.
>
> Yuki
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